Publisher: Taylor & Francis Ltd
E-ISSN: 1563-504X|93|11|2277-2311
ISSN: 0003-6811
Source: Applicable Analysis, Vol.93, Iss.11, 2014-11, pp. : 2277-2311
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Markov-modulated Ornstein–Uhlenbeck processes
Advances in Applied Probability, Vol. 48, Iss. 1, 2016-03 ,pp. :
AN ANALYTICAL APPROACH FOR VARIANCE SWAPS WITH AN ORNSTEIN–UHLENBECK PROCESS
ANZIAM Journal, Vol. 59, Iss. 1, 2017-07 ,pp. :